Brauche Hilfe: Big Line Strategy von Paul

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  • #54992 quote
    raphaelopilski
    Participant
    Senior

    Hi, mein System zeigt bei der Big Line Strategy von Paul an, dass es keine %Trailing stops durchführt. Das hab ich jetzt in Punkte umgewandelt. Jetzt sagt mir das System aber noch “Kombinierte Stops können bei Pro Order nicht verwendet werden”

    Kann mir da jemand helfen? Anbei der Code:

    //-------------------------------------------------------------------------
    // Main code : Big Line Strategy
    //-------------------------------------------------------------------------
    
    // common rules
    DEFPARAM CUMULATEORDERS = false
    DEFPARAM PRELOADBARS = 10000
    
    // time rules
    ONCE entertime = 090000
    ONCE lasttime  = 173000
    ONCE closetime = 240000 // greater then 23.59 means it continues position overnight
    ONCE closetimefriday=180000
    
    tt1 = time >= entertime
    tt2 = time <= lasttime
    tradetime = tt1 and tt2
    
    // positionsize and stops
    positionsize=1+min(25,(strategyprofit/50000))
    if strategyprofit <0 then
    positionsize=1
    endif
    if strategyprofit>25000 then
    quit
    endif
    
    
    
    sl=100   // % stoploss
    ts=150 // % trailing stop
    pt=250 // % profit target
    
    // setup number of trades intraday
    if IntradayBarIndex = 0 then
    longtradecounter = 0
    Shorttradecounter = 0
    endif
    
    // trade criteria
    lc = tradetime and countoflongshares < 1 and longtradecounter < 1
    sc = tradetime and countofshortshares < 1 and shorttradecounter < 1
    
    // line criteria
    CurrentPrice = round(dclose(1))
    MPmod  = 131 //131
    Factor = 113   // 116 defines lines
    AboveLevel0 = CurrentPrice mod MPmod
    StartLevel = CurrentPrice - AboveLevel0
    
    Level00Up = Startlevel
    Level10Up = StartLevel + (1*Factor)
    Level20Up = StartLevel + (2*Factor)
    Level30Up = StartLevel + (3*Factor)
    Level40Up = StartLevel + (4*Factor)
    Level50Up = StartLevel + (5*Factor)
    Level60Up = StartLevel + (6*Factor)
    Level70Up = StartLevel + (7*Factor)
    Level80Up = StartLevel + (8*Factor)
    Level90Up = StartLevel + (9*Factor)
    
    Level00Down = Startlevel
    Levell0Down = StartLevel - (1*Factor)
    Level20Down = StartLevel - (2*Factor)
    Level30Down = StartLevel - (3*Factor)
    Level40Down = StartLevel - (4*Factor)
    Level50Down = StartLevel - (5*Factor)
    Level60Down = StartLevel - (6*Factor)
    Level70Down = StartLevel - (7*Factor)
    Level80Down = StartLevel - (8*Factor)
    Level90Down = StartLevel - (9*Factor)
    
    l0= close crosses over Level00Up or close crosses over Level00Down
    l1= close crosses over Level10Up or close crosses over Levell0Down
    l2= close crosses over Level20Up or close crosses over Level20Down
    l3= close crosses over Level30Up or close crosses over Level30Down
    l4= close crosses over Level40Up or close crosses over Level40Down
    l5= close crosses over Level50Up or close crosses over Level50Down
    l6= close crosses over Level60Up or close crosses over Level60Down
    l7= close crosses over Level70Up or close crosses over Level70Down
    l8= close crosses over Level80Up or close crosses over Level80Down
    l9= close crosses over Level90Up or close crosses over Level90Down
    
    s0= close crosses under Level00Down or close crosses under Level00Up
    s1= close crosses under Levell0Down or close crosses under Level10Up
    s2= close crosses under Level20Down or close crosses under Level20Up
    s3= close crosses under Level30Down or close crosses under Level30Up
    s4= close crosses under Level40Down or close crosses under Level40Up
    s5= close crosses under Level50Down or close crosses under Level50Up
    s6= close crosses under Level60Down or close crosses under Level60Up
    s7= close crosses under Level70Down or close crosses under Level70Up
    s8= close crosses under Level80Down or close crosses under Level80Up
    s9= close crosses under Level90Down or close crosses under Level90Up
    
    // extra criteria
    elc=high < MIN(dhigh(1),dhigh(2))
    esc=low > MAX(dlow(1),dlow(2))
    
    // long entry
    If lc and elc and (l0 or l1 or l2 or l3 or l4 or l5 or l6 or l7 or l8 or l9) then
    buy positionsize contract at market
    longtradecounter=longtradecounter + 1
    endif
    
    // short entry
    if sc and esc and (s0 or s1 or s2 or s3 or s4 or s5 or s6 or s7 or s8 or s9) then
    sellshort positionsize contract at market
    shorttradecounter=shorttradecounter + 1
    endif
    
    // exit all
    If onmarket and time >= closetime then
    sell at market
    exitshort at market
    endif
    
    // exit friday at set closetime
    if onmarket and (CurrentDayOfWeek=5 and time>=closetimefriday) then
    sell at market
    exitshort at market
    endif
    
    // build-in exit
    SET STOP pLOSS sl 

     

    #54993 quote
    raphaelopilski
    Participant
    Senior

    da fehlte was, die letzten Reihen sehen so aus:

    // build-in exit
    SET STOP pLOSS sl pTRAILING ts
    SET TARGET pPROFIT pt

     

    #55031 quote
    Nicolas
    Keymaster
    Master

    Sie können nicht 2 Stoploss im selben Code wie dieser kombinieren. Es ist nicht mit IG ProOrder Live-Handel kompatibel.

     

    #56323 quote
    mr blue
    Participant
    Senior
    Abhängig von deinem Konto bei IG ist auch Trailing Stop nicht mehr erlaubt …
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Brauche Hilfe: Big Line Strategy von Paul


ProOrder: Automatischer Handel & Backtesting

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This topic contains 3 replies,
has 3 voices, and was last updated by mr blue
8 years, 1 month ago.

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Forum: ProOrder: Automatischer Handel & Backtesting
Language: German
Started: 12/07/2017
Status: Active
Attachments: No files
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